Sökning: "Christoffer Geijer"

Hittade 1 uppsats innehållade orden Christoffer Geijer.

  1. 1. Sector Neutral Contrarian Strategies: - A study of short-term contrarian strategies in the Dow Jones STOXX 600

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Christoffer Geijer; Christofer Nordlander; [2009]
    Nyckelord :Short-term contrarian strategy; price reversals; industry effect;

    Sammanfattning : This paper studies short-term contrarian strategies in the Dow Jones STOXX 600 between 1993 and 2008 taking on a sector neutral approach. The contribution to the literature is two folded. First, we investigate short-term contrarian strategies on an index covering 18 European countries. LÄS MER